AD_Indicator

ÿþ//+------------------------------------------------------------------+

//|                                                 AD_Indicator.mq5 |

//|                        Copyright 2018, MetaQuotes Software Corp. |

//|                                                 https://mql5.com |

//+------------------------------------------------------------------+

#property copyright "Copyright 2018, MetaQuotes Software Corp."

#property link      "https://mql5.com"

#property version   "1.00"

#property description "AD indicator"

#property indicator_separate_window

#property indicator_buffers 2

#property indicator_plots   2

//--- plot A

#property indicator_label1  "A"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrGreen

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

//--- plot D

#property indicator_label2  "D"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrRed

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

//--- defines

#define   RESERVE          (100)

//--- input parameters

input string   InpBaseCurrency   =  "USD";   // Base currency

//--- indicator buffers

double         BufferA[];

double         BufferD[];

////--- global variables

string         base_symbol;

int            num_symbols;

//--- structures

struct SSymbol

  {

   string      name;

   bool        inverse;

   int         bars;

   void        Refresh(void) { datetime array[]; ::CopyTime(name,PERIOD_CURRENT,0,1,array); }

  }            array_symbols[];

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+

int OnInit()

  {

//--- set timer

   EventSetTimer(90);

//--- set global variables

   base_symbol=InpBaseCurrency;

   StringTrimLeft(base_symbol);

   StringTrimRight(base_symbol);

   num_symbols=InitSymbols(InpBaseCurrency);

//--- indicator buffers mapping

   SetIndexBuffer(0,BufferA,INDICATOR_DATA);

   SetIndexBuffer(1,BufferD,INDICATOR_DATA);

//--- setting indicator parameters

   IndicatorSetString(INDICATOR_SHORTNAME,"AD "+base_symbol+"("+(string)num_symbols+")");

   IndicatorSetInteger(INDICATOR_DIGITS,Digits());

//--- setting buffer arrays as timeseries

   ArraySetAsSeries(BufferA,true);

   ArraySetAsSeries(BufferD,true);

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,

                const int prev_calculated,

                const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[])

  {

//--- @>25@:0 =0 <8=8<0;L=>5 :>;85AB2> 10@>2 4;O @0AGQB0

   int min_bars=4;

   if(rates_total<min_bars || !CheckBars(rates_total,min_bars)) return 0;

//--- #AB0=>2:0 <0AA82>2 1CD5@>2 :0: B09<A5@89

   ArraySetAsSeries(time,true);

//--- @>25@:0 8 @0AGQB :>;8G5AB20 ?@>AG8BK205<KE 10@>2

   int limit=rates_total-prev_calculated;

   if(limit>1)

     {

      limit=rates_total-1;

      ArrayInitialize(BufferA,EMPTY_VALUE);

      ArrayInitialize(BufferD,EMPTY_VALUE);

     }

   int limit_min=fmin(rates_total,MinBars(rates_total))-1;

//---  0AGQB 8=48:0B>@0

   int total=(limit==0 ? limit : limit_min);

   for(int i=total; i>=0 && !IsStopped(); i--)

     {

      double Up=0,Dn=0;

      for(int j=0; j<num_symbols; j++)

        {

         string symbol=array_symbols[j].name;

         int index=BarShift(symbol,PERIOD_CURRENT,time[i],true);

         if(index==WRONG_VALUE)

            continue;

         double C=Close(symbol,index);

         double O=Open(symbol,index);

         if(array_symbols[j].inverse)

           {

            if(C>O) Dn++;

            if(C<O) Up++;

           }

         else

           {

            if(C>O) Up++;

            if(C<O) Dn++;

           }

        }

      BufferA[i]=Up;

      BufferD[i]=Dn;

     }

   

//--- return value of prev_calculated for next call

   return(rates_total);

  }

//+------------------------------------------------------------------+

//| Custom indicator timer function                                  |

//+------------------------------------------------------------------+

void OnTimer()

  {

   int total=num_symbols;

   if(total==0)

      return;

   for(int i=0;i<total;i++)

      array_symbols[i].Refresh();

  }

//+------------------------------------------------------------------+

//| =8F80;878@C5B :>;;5:F8N 8=AB@C<5=B>2                            |

//+------------------------------------------------------------------+

int InitSymbols(const string base)

  {

   string array[];

   int n=0,total=SymbolsTotal(true);

   ArrayResize(array,total,RESERVE);

   for(int i=0; i<total; i++)

     {

      string symbol=SymbolName(i,true);

      if(StringFind(symbol,base)==WRONG_VALUE)

         continue;

      n++;

      ArrayResize(array,n,RESERVE);

      array[n-1]=symbol;

     }

   n=0;

   total=ArraySize(array);

   ArrayResize(array_symbols,total,RESERVE);

   for(int i=0; i<total; i++)

     {

      string symbol=array[i];

      int pos=StringFind(symbol,base);

      if(pos==WRONG_VALUE)

         continue;

      n++;

      array_symbols[n-1].name=symbol;

      array_symbols[n-1].inverse=(pos>0 ? true : false);

      array_symbols[n-1].bars=Bars(symbol,PERIOD_CURRENT);

     }

   return n;

  }

//+------------------------------------------------------------------+

//| @>25@:0 :>;8G5AB20 10@>2                                        |

//+------------------------------------------------------------------+

bool CheckBars(const int rates_total,int min_bars)

  {

   bool res=true;

   int total=ArraySize(array_symbols);

   for(int i=0; i<total; i++)

     {

      string symbol=array_symbols[i].name;

      array_symbols[i].bars=(symbol==Symbol() ? rates_total : Bars(symbol,PERIOD_CURRENT));

      array_symbols[i].Refresh();

      if(array_symbols[i].bars<min_bars)

         res=false;

     }

   return res;

  }

//+------------------------------------------------------------------+

//| >72@0I05B =08<5=LH55 :>;8G5AB2> bars                            |

//+------------------------------------------------------------------+

int MinBars(const int rates_total)

  {

   int total=ArraySize(array_symbols),min_bars=rates_total;

   for(int i=0; i<total; i++)

     {

      if(array_symbols[i].bars<min_bars)

         min_bars=array_symbols[i].bars;

     }

   return min_bars;

  }

//+------------------------------------------------------------------+

//| >72@0I05B Open                                                  |

//+------------------------------------------------------------------+

double Open(const string symbol_name,const int shift)

  {

   double array[];

   if(CopyOpen(symbol_name,PERIOD_CURRENT,shift,1,array)==1)

      return array[0];

   return 0;

  }

//+------------------------------------------------------------------+

//| >72@0I05B Close                                                 |

//+------------------------------------------------------------------+

double Close(const string symbol_name,const int shift)

  {

   double array[];

   if(CopyClose(symbol_name,PERIOD_CURRENT,shift,1,array)==1)

      return array[0];

   return 0;

  }

//+------------------------------------------------------------------+

//| >72@0I05B A<5I5=85 10@0 ?> 2@5<5=8                              |

//| https://www.mql5.com/ru/forum/743/page11#comment_7010041         |

//+------------------------------------------------------------------+

int BarShift(const string symbol_name,const ENUM_TIMEFRAMES timeframe,const datetime time,bool exact=false)

  {

   int res=Bars(symbol_name,timeframe,time+1,UINT_MAX);

   if(exact) if((timeframe!=PERIOD_MN1 || time>TimeCurrent()) && res==Bars(symbol_name,timeframe,time-PeriodSeconds(timeframe)+1,UINT_MAX)) return(WRONG_VALUE);

   return res;

  }

//+------------------------------------------------------------------+